Where do the files go when I download them on my phone?

I have the my book live nw drive, and when I download a file to my phone where does the file go? I can not find it anywhere. If anyone has any input on this please reply to this post. Thanks

What kind of phone?  How are you downloading it?   What app are you using?

Verizon GNEX, I’m trying to laod a rom on my phone. I’m using wd 2go